Screener

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Period: NbrInstruments: Markets:
Instruments: Complexity: Confidence:
Backtest: Performance: Volatility:
Keywords: Drawdown: Sharpe:
Free/Premium: QuantConnect: Papers:
NEW: Strategy can be used as a hedge/diversification for equity markets during downturns:
Period:
Markets:
Instruments:
Performance:
Keywords:
Free/Premium:
Crisis Hedge:
Total: 438       Premium: 369       Free: 69
IDTitlePeriod Of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
262Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
193Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
171Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
189Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
58Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
329Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
334Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
351Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
118Time Series Momentum EffectMonthlyequities, bonds, commodities, currencies16.21%11.73%momentum
214Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
253Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
60Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
17Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
2Asset Class Momentum - Rotational SystemMonthlyequities, bonds, commodities, REITs15.00%9.60%momentum, asset class picking, rotational system
44Paired SwitchingQuarterlyequities, bonds11.30%9.30%momentum, asset class picking, rotational system, market timing, fund picking
1Asset Class Trend FollowingMonthlyequities, bonds, commodities, REITs11.27%6.87%momentum, asset class picking, trendfollowing
355Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
384Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
427Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-
404Quantpedia Premium (Sign up to see this strategy).--0.00%0.00%-